Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47565.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46167.61 Kr¶

PnL: ---------------------------------------> -720.96 Kr¶

DD now: ---------------------------------> -2.188 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:10:31.975443'

Anic Portfolio¶

Today¶

Return: 0.081 %¶

This Week¶

Return: 0.081 %¶

Total¶

Return: 55.718 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.690000 766.800000 93.800000 13.940000 673.000000
Nordea Bank Abp 29 0.460000 3531.040000 77.040000 2.230000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.260000 391.000000 36.000000 10.140000 355.000000
Resurs Holding 22 -0.900000 604.560000 30.560000 5.320000 573.999998
Swedbank A 3 0.130000 590.100000 26.100000 4.630000 564.000000
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
SAAB B 8 -0.680000 3396.800000 19.800000 0.590000 3377.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.990000 542.600000 15.600000 2.960000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Corem Property Group B 59 -3.890000 589.700000 12.700000 2.200000 576.999999
Securitas B 6 -1.410000 579.720000 9.720000 1.710000 570.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.890000 249.600000 3.600000 1.460000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.090000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.000000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 -1.630000 501.280000 -32.720000 -6.130000 533.999999
Essity B 2 0.900000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.190000 3787.000000 -63.000000 -1.640000 3850.000000
Essity A 4 0.930000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 26 3.930000 2891.200000 -79.800000 -2.690000 2971.000006
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.460000 3517.800000 -238.200000 -6.340000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46167.610000 -720.960000 -2.18849% 46888.564618

Updated:¶

'2023-01-30 10:10:45.164235'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶